-53.5%
SOUN vs SGI
+134.1%
-187.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -15.1% | -5.3% | -9.8% | -11.7% |
| 30D | -23.0% | -2.1% | -20.9% | -22.2% |
| 3M | -53.3% | -8.2% | -45.2% | -50.8% |
| 6M | -58.6% | -4.6% | -54.0% | -58.7% |
| YTD | -65.0% | -31.5% | -33.5% | -56.0% |
| 1Y | -71.4% | -30.8% | -40.6% | -64.5% |
| 3Y | +75.4% | +67.2% | +8.2% | +13.6% |
| All | -53.5% | +134.1% | -187.6% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling